User profiles for Adam Zaremba

Adam Zaremba

Montpellier Business School (France), Poznan University of Economics and Business …
Verified email at ue.poznan.pl
Cited by 4294

[HTML][HTML] Infected markets: Novel coronavirus, government interventions, and stock return volatility around the globe

A Zaremba, R Kizys, DY Aharon, E Demir - Finance Research Letters, 2020 - Elsevier
Do government interventions aimed at curbing the spread of COVID-19 affect stock market
volatility? To answer this question, we explore the stringency of policy responses to the novel …

COVID-19, government policy responses, and stock market liquidity around the world: A note

A Zaremba, DY Aharon, E Demir, R Kizys… - Research in International …, 2021 - Elsevier
Unprecedented non-pharmaceutical interventions targeted to curb the spread of COVID-19
exerted a dramatic impact on the global economy and financial markets. This study is the first …

Digesting anomalies in emerging European markets: A comparison of factor pricing models

A Zaremba, A Czapkiewicz - Emerging Markets Review, 2017 - Elsevier
This study compares the performance of four popular factor pricing models—the capital
asset-pricing model (Sharpe, 1964), the three-factor model of Fama and French (1993), the four-…

The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets

A Zaremba, R Kizys, P Tzouvanas, DY Aharon… - Journal of International …, 2021 - Elsevier
What determines a country’s financial immunity to a global pandemic? To answer this question,
we investigate the behavior of 67 equity markets around the world during the COVID-19 …

Oil shocks and equity markets: The case of GCC and BRICS economies

Z Umar, N Trabelsi, A Zaremba - Energy Economics, 2021 - Elsevier
This study analyzes the relationship between oil shocks and the equity markets of a group
of world major oil producers and consumers encompassing both the GCC and BRICS …

[HTML][HTML] The cross section of country equity returns: A review of empirical literature

A Zaremba - Journal of Risk and Financial Management, 2019 - mdpi.com
The last three decades brought mounting evidence regarding the cross-sectional predictability
of country equity returns. The studies not only documented country-level counterparts of …

[HTML][HTML] The impact of policy responses to COVID-19 on US travel and leisure companies

…, E Demir, CD García-Gómez, A Zaremba - Annals of Tourism …, 2020 - Elsevier
This paper analyzes the impact of government restrictions arising from the COVID-19 pandemic
on stock returns of US travel and leisure companies. We demonstrate that the stringency …

Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world

W Rouatbi, E Demir, R Kizys, A Zaremba - International review of financial …, 2021 - Elsevier
The COVID-19 pandemic has exerted a noteworthy impact on stock market volatility around
the world. Can vaccination programs revert these adverse effects? To answer this question, …

[HTML][HTML] Hedging geopolitical risks with different asset classes: A focus on the Russian invasion of Ukraine

B Będowska-Sójka, E Demir, A Zaremba - Finance Research Letters, 2022 - Elsevier
We examine the hedging properties of different asset classes as impacted by the Russian
invasion of Ukraine in 2022. We employ wavelet coherence analysis to study the impact of …

ChatGPT: Unlocking the future of NLP in finance

A Zaremba, E Demir - Modern Finance, 2023 - papers.ssrn.com
This paper reviews the current state of ChatGPT technology in finance and its potential to
improve existing NLP-based financial applications. We discuss the ethical and regulatory …